Order Book and Liquidity Introduction Course
3 Days Online Course
Course Date : 14th,15th and 16 of April 2020
Online from 9:00 am EST till 12 am EST.
Home Work to Do after Each Session.
Recording Included
Level of attendants : Beginner to Intermediate
1)Introduction to Liquidity
a) Understanding liquidity
b) Liquidity Redefined
c) What It means for Order Book Traders
d) Market Impact
e) Why is the context of the COVID-19 Crisis a Game Changer?
e) Practical illustrations
2) Futures Markets and Order Books
a) What Market to Follow
b) How to Classify Markets
c) How to use Intermarket correlations
d) Organizing your Workspaces
e) Practical applications
3) Futures Markets and Bookmap
a) What Market to Follow
b) How to use it
c) The Role of Bookmap
d) Organizing your Workspaces
e) In practice
4) Understanding Market Makers
a) Misunderstandings
b) Differences between Market Makers and Liquidity Providers
c) Market Makers Behavior
d) Liquidity Providers Behaviors
e) How to Use MM and LP
f) Market Impact
g) Practical Examples
5) Market Takers
a) Who are they
b) What they do
c) How they do it
d) Why some need to do it
e) Order Book Exercise
6) Limit Orders
a) When and how
b) How to work with them
c) Understanding the key behind it
7) News and Liquidity
a) The Importance of news
b) What to follow
c) Relation between news and Liquidity
d) The Impact in the Order Book
8) Scalping Strategies Core Concepts
a) Order Types
b) What to look for
c) Biggest Misunderstandings
9) Identify the General Context
a) The General context
b) How to define it
c) Intermarket relationships
d) What to Expect
e) What it implies for MM
10) Identify the Microstructure Context
a) How to identify the Microstructure context
b) What to look for
c) The 3 Key Questions
d) The frame work
e) Time and Volatility in the Microstructure
11) Position Sizing and Position Management
a) Orders and FIFO
b) Different strategies
c) Scaling in Vs All in
d) The Key Rules
12) Strategies
a) The 3 big types of Microstructure strategies
b) Strategy 1
c) Strategy 2
d) Strategy 3
e) Why you should focus on strategy 1 and 2
13) Money Management
a)Why is it key
b) Account Size
c) Account and Product
d) Key Factors
14) Putting it all Together
a) Where to start
b) Daily Exercises
c) Developing your edge
d) Tracking and self Audit
15) Recap and Q and A